Asymptotic Laws and Methods in Stochastics A Volume in Honour of Miklós Csörgő /
This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art o...
| Συγγραφή απο Οργανισμό/Αρχή: | |
|---|---|
| Άλλοι συγγραφείς: | , , , , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
New York, NY :
Springer New York : Imprint: Springer,
2015.
|
| Έκδοση: | 1st ed. 2015. |
| Σειρά: | Fields Institute Communications,
76 |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Preface
- Weak Convergence of Self-normalized Sums Processes (M. Csörgő, Z. Hu)
- Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables (D. Deng, Z. Hu)
- The Self-normalized Asymptotic Results for Linear Processes (M. Peligrad, H. Sang)
- Some results and problems for anisotropic random walk on the plane (E. Csáki, A. Földes, P. Révész)
- On the Area of the Largest Square Covered by a Comb-Random-Walk (P. Révész)
- A Compensator Characterization of Planar Point Processes (G. Ivanoff)
- Central Limit Theorem Related to MDR-method (A. Bulinski)
- An Extension of a Theorem of Hechner and Heinkel (D. Li, Y. Qi, A. Rosalsky)
- Quenched Invariance Principles via Martingale Approximation (M. Peligrad)
- An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q. Wang)
- Change Point Detection with Stable AR(1) Errors (A. Bazarova, I. Berkes, L. Horvath)
- Change-point Detection Under Dependence Based on Two-sample U-statistics (H. Dehling, R. Fried, I. Garcia, M. Wendler)
- Time Series Models in Change Point Detection Tests (E. Gombay)
- Diagnostic Test for Innovations of ARMA Musing Empirical processes of Residuals (K. Ghoudi, B. Remillard)
- Short Range and Long Range Dependence (M. Rosenblatt)
- Kernel Method for Stationary Tails: from Discrete to Continuous (H. Dai, D. Dawson, Y. Zhao)
- Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (P. Glynn, R. Wang)
- Kellerer's Theorem Revisited (F. Hirsch, B. Roynette, M. Yor)
- Likelihood and Ranking Methods (M. Alvo)
- Asymptotic and Finite-sample Properties in Statistical Estimation (J. Jurečková)
- Publications of Miklόs Csörgő.
